GetCrCorYZ: Create cross-correlation matrix from auto- and...

In hadjipantelis/tPACE: Functional Data Analysis and Empirical Dynamics

Create cross-correlation matrix from auto- and cross-covariance matrix

Description

Create cross-correlation matrix from auto- and cross-covariance matrix

Usage

GetCrCorYZ(ccYZ, acYY, covZ)

Arguments

ccYZ	The cross-covariance vector between variables Y and Z (n-by-1).
acYY	The auto-covariance n-by-n matrix of variable Y or the (n-by-1) diagonal of that matrix.
covZ	The (scalar) covariance of variable Z.

Value

A cross-correlation matrix between variables Y (functional) and Z (scalar).

hadjipantelis/tPACE documentation built on Aug. 16, 2022, 10:45 a.m.